+244.8%
ASTS vs TTMI
+516.8%
-272.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.1% | -4.6% | -6.8% |
| 7D | -9.3% | -11.5% | +2.2% | -3.8% |
| 30D | -33.9% | -40.3% | +6.4% | -18.9% |
| 3M | -51.0% | -44.5% | -6.5% | -38.8% |
| 6M | -55.1% | -54.1% | -1.0% | -39.8% |
| YTD | -53.6% | +4.7% | -58.3% | -58.6% |
| 1Y | -51.0% | +3.3% | -54.3% | -55.7% |
| 3Y | +681.7% | +407.2% | +274.4% | +254.9% |
| 5Y | +182.4% | +406.5% | -224.1% | +25.3% |
| All | +244.8% | +516.8% | -272.0% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TTMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling